+526.3%
SPMO vs ACGL
+270.1%
+256.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.7% | -2.1% | +4.8% | +3.4% |
| 30D | +1.1% | -2.2% | +3.2% | +1.7% |
| 3M | +2.0% | +6.3% | -4.3% | -0.8% |
| 6M | +26.5% | +0.5% | +26.0% | +24.9% |
| YTD | +26.5% | +0.2% | +26.3% | +24.6% |
| 1Y | +27.9% | +7.3% | +20.7% | +22.6% |
| 3Y | +160.4% | +30.8% | +129.5% | +125.5% |
| 5Y | +151.5% | +155.8% | -4.3% | +62.2% |
| 10Y | +526.3% | +276.3% | +250.0% | +242.7% |
| All | +526.3% | +270.1% | +256.2% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling